The first commercial game I ever worked on was Extreme G on the Nintendo 64. While I was writing the menu system, the lead artist, a grizzled young man named Johnny Christmas, gave me a piece of advice I never forgot. "Listen here, young lad", quoth he: "the secret to making a game feel polished and professional lies in the transitions".
Transitions are everywhere. When your game starts up you will probably go from nothing to displaying a title screen. Then you might transition to a main menu, and then into the game, perhaps with a loading screen in between. Inside the game you might have a pause menu which the player can bring up. There are smaller things, too: perhaps you display hit counts or bonuses when the player does well, or when they die you could transition an overlay from "2 lives" down to "1 life".
The simplest form of transition is simply to stop drawing one thing and start drawing something else, but that doesn't look very interesting. Spending some time coming up with more imaginative effects can make the difference between a simple, plain looking game and one that reeks of quality.
There are really only a handful of fundamental ways a transition can happen:
But there can be much subtlety in the details. A menu could slide in from the left of the screen, overshoot a little, swing back into position, and then flash subtly brighter as it locks into place. Or perhaps you could use the logo of your game as a swipe pattern, fading areas covered by the logo more rapidly while the background takes longer to complete the transition.
Over this next week, while many of the XNA team are down in sunny California for GDC, I'm going to be stuck here in cold, snowy Seattle. I'm planning on taking this opportunity to write about some of the techniques commonly used to implement cool transition effects.